+18.8%
CLF vs FTI
+48.6%
-29.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.7% | +6.3% | +6.6% |
| 7D | -14.1% | -4.3% | -9.8% | -11.7% |
| 30D | -5.5% | -8.0% | +2.5% | -1.3% |
| 3M | 0.0% | -8.0% | +8.0% | +4.7% |
| 6M | +11.3% | -8.7% | +19.9% | +15.9% |
| YTD | -7.7% | +43.9% | -51.6% | -18.3% |
| All | +18.8% | +48.6% | -29.8% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling